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Quarterly Portfolio Holdings
Invesco Macro Allocation Strategy Trust - Class C
CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
---|---|---|---|---|---|---|---|
IRTGOVTT8 | IRT GOVT TRUST | 134950000 | $134,950,000.00 | 53.24% | N/A | ||
CASHUSD00 | USD CURRENCY CASH | 66327516 | $66,327,515.52 | 26.17% | 0.00 | ||
912797JT5 | UNITED STATES TREASURY BILL B 07/25/24 | 19300000 | $18,982,519.05 | 7.49% | Aaa | 0.00 | 07/25/2024 |
FUTURES CASH COLLATERAL & VM | 15648000 | $15,648,000.00 | 6.17% | N/A | |||
OPTIONS CASH COLLATERAL | 15500000 | $15,500,000.00 | 6.11% | N/A | |||
BARC BCOM Opt Curve (Long) (Leg A) | 246000 | $545,209.80 | 0.22% | 0.00 | 03/05/2025 | ||
LNM4 | LME NICKEL FUTURE Jun24LNM4 | -35 | $202,792.73 | 0.08% | N/A | 06/17/2024 | |
MC - MCDV US DV TRS REC MQCP592E | 214700 | $169,398.30 | 0.07% | 0.00 | 04/22/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg A) | 1135 | $146,471.75 | 0.06% | 0.00 | 06/26/2024 | ||
IVZ Idx USA Quality TR Swap (Leg A) | 710 | $152,891.40 | 0.06% | 0.00 | 04/25/2024 | ||
IVZ Idx USA Momentum TR Swap (Leg A) | 970 | $150,136.60 | 0.06% | 0.00 | 06/27/2024 | ||
MSCI EAFE Mmntm TR Swap (Leg A) | 1150 | $156,004.15 | 0.06% | 0.00 | 05/29/2024 | ||
March 25 Puts on XSPXSP US 03/21/25 P520 | 67 | $142,475.50 | 0.06% | N/A | 03/21/2025 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg A) | 13000 | $125,931.00 | 0.05% | 0.00 | 06/17/2024 | ||
MFSM4 | MSCI EAFE Jun24MFSM4 | -328 | $100,040.00 | 0.04% | N/A | 06/21/2024 | |
XBK4 | GASOLINE RBOB FUT May24XBK4 COMB | 55 | $112,497.00 | 0.04% | N/A | 04/30/2024 | |
IVZ Idx USA Quality TR Swap (Leg A) | 300 | $102,852.00 | 0.04% | 0.00 | 09/26/2024 | ||
MSCI EAFE Mmntm TR Swap (Leg A) | 520 | $97,997.01 | 0.04% | 0.00 | 05/29/2024 | ||
February 25 Puts on XSPXSP US 02/21/25 P493 | 67 | $92,728.00 | 0.04% | N/A | 02/21/2025 | ||
IVZ Idx USA Low Vol TR Swap (Leg A) | 575 | $83,012.75 | 0.03% | 0.00 | 06/26/2024 | ||
January 25 Puts on XSPXSP US 01/17/25 P480 | 67 | $69,479.00 | 0.03% | N/A | 01/17/2025 | ||
CLU4 | WTI CRUDE FUTURE Sep24CLU4 COMB | 59 | $74,930.00 | 0.03% | N/A | 08/20/2024 | |
COQ4 | BRENT CRUDE FUTR Aug24COQ4 | 58 | $77,140.00 | 0.03% | N/A | 06/28/2024 | |
TPM4 | TOPIX INDX FUTR Jun24TPM4 COMB | 141 | $51,274.42 | 0.02% | N/A | 06/13/2024 | |
IVZ Idx USA Momentum TR Swap (Leg A) | 395 | $63,219.75 | 0.02% | 0.00 | 06/27/2024 | ||
December 24 Puts on XSPXSP US 12/20/24 P465 | 67 | $51,556.50 | 0.02% | N/A | 12/20/2024 | ||
HOK4 | NY Harb ULSD Fut May24HOK4 COMB | 54 | $45,813.60 | 0.02% | N/A | 04/30/2024 | |
MESM4 | MSCI EmgMkt Jun24MESM4 | 185 | $39,775.00 | 0.02% | N/A | 06/21/2024 | |
July 24 Puts on XSPXSP US 07/19/24 P453 | 67 | $12,998.00 | 0.01% | N/A | 07/19/2024 | ||
August 24 Puts on XSPXSP US 08/16/24 P465 | 67 | $22,311.00 | 0.01% | N/A | 08/16/2024 | ||
September 24 Puts on XSPXSP US 09/20/24 P460 | 67 | $27,336.00 | 0.01% | N/A | 09/20/2024 | ||
MSCI EAFE LowVol TR Swap (Leg A) | 2000 | $34,960.00 | 0.01% | 0.00 | 05/29/2024 | ||
October 24 Puts on XSPXSP US 10/18/24 P437 | 67 | $23,584.00 | 0.01% | N/A | 10/18/2024 | ||
November 24 Puts on XSPXSP US 11/15/24 P429 | 67 | $26,699.50 | 0.01% | N/A | 11/15/2024 | ||
VGM4 | EURO STOXX 50 Jun24VGM4 | 239 | $15,474.29 | 0.01% | N/A | 06/21/2024 | |
PTM4 | S&P/TSX 60 IX FUT Jun24PTM4 | 57 | $29,468.24 | 0.01% | N/A | 06/20/2024 | |
Z M4 | FTSE 100 IDX FUT Jun24Z M4 | 42 | $17,774.63 | 0.01% | N/A | 06/21/2024 | |
CTZ4 | COTTON NO.2 FUTR Dec24CTZ4 | 62 | $20,150.00 | 0.01% | N/A | 12/06/2024 | |
RTYM4 | E-Mini Russ 2000 Jun24RTYM4 | 69 | $25,875.00 | 0.01% | N/A | 06/21/2024 | |
QSJ4 | Low Su Gasoil G Apr24QSJ4 | 91 | $31,850.00 | 0.01% | N/A | 04/11/2024 | |
XMM4 | AUST 10Y BOND FUT Jun24XMM4 COMB | 149 | $34,865.21 | 0.01% | N/A | 06/17/2024 | |
IVZ Idx USA Low Vol TR Swap | 575 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
Kansas Wheat MS F0 Swap (Short) | 29200 | $0.00 | 0.00% | N/A | 02/26/2025 | ||
MSCI EAFE Quality TR Swap (Leg A) | 790 | -$4,363.59 | 0.00% | 0.00 | 05/29/2024 | ||
MSCI EAFE Mmntm TR Swap | 520 | $0.00 | 0.00% | N/A | 05/29/2024 | ||
MSCI EAFE Quality TR Swap | 790 | $0.00 | 0.00% | N/A | 05/29/2024 | ||
MSCI EAFE LowVol TR Swap | 2000 | $0.00 | 0.00% | N/A | 05/29/2024 | ||
IVZ Idx USA Quality TR Swap | 300 | $0.00 | 0.00% | N/A | 09/26/2024 | ||
BARC BCOM Opt Curve (Long) | 246000 | $0.00 | 0.00% | N/A | 03/05/2025 | ||
CNM4 | CAN 10YR BOND FUT Jun24CNM4 | 11 | -$162.48 | 0.00% | N/A | 06/19/2024 | |
CASHEUR08 | EUR CURRENCY CASH | -11409 | -$12,311.56 | 0.00% | 0.00 | ||
DKK CURRENCY CASH | 4223 | $610.93 | 0.00% | N/A | |||
CASHSEK06 | SEK CURRENCY CASH | 1252 | $117.13 | 0.00% | 0.00 | ||
NOK CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
CASHSGD09 | SGD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | ||
CASH SECURITY USD | 0 | $0.18 | 0.00% | N/A | |||
S N4 | SOYBEAN FUTURE Jul24S N4 COMB | 20 | -$1,250.00 | 0.00% | N/A | 07/12/2024 | |
BON4 | SOYBEAN OIL FUTR Jul24BON4 COMB | -1 | -$156.00 | 0.00% | N/A | 07/12/2024 | |
KCK4 | COFFEE 'C' FUTURE May24KCK4 | 10 | -$6,750.00 | 0.00% | N/A | 05/20/2024 | |
ESM4 | S&P500 EMINI FUT Jun24ESM4 | -163 | -$2,037.50 | 0.00% | N/A | 06/21/2024 | |
CCN4 | COCOA FUTURE Jul24CCN4 | 9 | -$1,080.00 | 0.00% | N/A | 07/16/2024 | |
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg B) | -4092865 | -$1,195.34 | 0.00% | 0.41 | 06/17/2024 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) | 13000 | $0.00 | 0.00% | N/A | 06/17/2024 | ||
April 24 Puts on XSPXSP US 04/19/24 P415 | 67 | $670.00 | 0.00% | N/A | 04/19/2024 | ||
May 24 Puts on XSPXSP US 05/17/24 P420 | 67 | $1,943.00 | 0.00% | N/A | 05/17/2024 | ||
June 24 Puts on XSPXSP US 06/21/24 P425 | 67 | $4,991.50 | 0.00% | N/A | 06/21/2024 | ||
CASHCHF02 | CHF CURRENCY CASH | 1034 | $1,146.22 | 0.00% | 0.00 | ||
MC - MCDV US DV PAY FIXED 0.32% | -64350571 | -$3,949.19 | 0.00% | 0.32 | 04/22/2024 | ||
MACQ BCOM Opt Curve (Long) | 214700 | $0.00 | 0.00% | N/A | 04/22/2024 | ||
LHZ4 | LEAN HOGS FUTURE Dec24LHZ4 COMB | -56 | -$6,160.00 | 0.00% | N/A | 12/13/2024 | |
HKD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
RXM4 | EURO-BUND FUTURE Jun24RXM4 | 78 | $841.70 | 0.00% | N/A | 06/06/2024 | |
IVZ Idx USA Quality TR Swap | 710 | $0.00 | 0.00% | N/A | 04/25/2024 | ||
Live Cattle BARC OY ER Swap (Long) (Leg B) | -563131 | -$123.27 | 0.00% | 0.47 | 11/01/2024 | ||
Live Cattle BARC OY ER Swap (Long) (Leg A) | 4500 | -$10,274.40 | 0.00% | 0.00 | 11/01/2024 | ||
Live Cattle BARC OY ER Swap (Long) | 4500 | $0.00 | 0.00% | N/A | 11/01/2024 | ||
IVZ Idx USA Low Vol TR Swap | 1135 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
IVZ Idx USA Momentum TR Swap | 970 | $0.00 | 0.00% | N/A | 06/27/2024 | ||
Aluminum MACQ F0 Swap (Short) (Leg B) | 5601291 | -$145.02 | 0.00% | -0.14 | 12/09/2024 | ||
Aluminum MACQ F0 Swap (Short) | 99000 | $0.00 | 0.00% | N/A | 12/09/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg B) | -428301 | -$818.59 | 0.00% | N/A | 06/26/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg A) | 60 | $7,743.00 | 0.00% | 0.00 | 06/26/2024 | ||
IVZ Idx USA Low Vol TR Swap | 60 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
G M4 | LONG GILT FUTURE Jun24G M4 | 22 | $5,002.67 | 0.00% | N/A | 06/26/2024 | |
Soymeal BAML GSCI 1-2 month ER Swap (Short) (Leg B) | 2724977 | -$116.82 | 0.00% | -0.05 | 02/07/2025 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Short) (Leg B) | 4130807 | -$641.69 | 0.00% | -0.27 | 02/07/2025 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Short) (Leg A) | -3400 | $0.00 | 0.00% | N/A | 02/07/2025 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Short) | 3400 | $0.00 | 0.00% | N/A | 02/07/2025 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Short) | 39500 | $0.00 | 0.00% | N/A | 02/07/2025 | ||
MSCI EAFE LowVol TR Swap (Leg A) | 3900 | $10,569.00 | 0.00% | 0.00 | 05/29/2024 | ||
MSCI EAFE Quality TR Swap | 1620 | $0.00 | 0.00% | N/A | 05/29/2024 | ||
MSCI EAFE Mmntm TR Swap | 1150 | $0.00 | 0.00% | N/A | 05/29/2024 | ||
MSCI EAFE LowVol TR Swap | 3900 | $0.00 | 0.00% | N/A | 05/29/2024 | ||
Kansas Wheat MS F0 Swap (Short) (Leg B) | 5265432 | -$100.98 | 0.00% | -0.05 | 02/26/2025 | ||
IVZ Idx USA Momentum TR Swap | 395 | $0.00 | 0.00% | N/A | 06/27/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg B) | -4095742 | -$16,970.22 | -0.01% | N/A | 06/26/2024 | ||
IVZ Idx USA Momentum TR Swap (Leg B) | -3675795 | -$15,243.50 | -0.01% | N/A | 06/27/2024 | ||
MSCI EAFE Mmntm TR Swap (Leg B) | -4022678 | -$14,002.54 | -0.01% | N/A | 05/29/2024 | ||
MSCI EAFE Quality TR Swap (Leg B) | -4180830 | -$14,664.54 | -0.01% | N/A | 05/29/2024 | ||
MSCI EAFE LowVol TR Swap (Leg B) | -4295400 | -$15,209.58 | -0.01% | N/A | 05/29/2024 | ||
IVZ Idx USA Quality TR Swap (Leg B) | -3754089 | -$15,974.87 | -0.01% | N/A | 09/26/2024 | ||
BARC BCOM Opt Curve (Long) (Leg B) | -54058795 | -$16,795.25 | -0.01% | 0.42 | 03/05/2025 | ||
CASHAUD07 | AUD CURRENCY CASH | -53454 | -$34,865.20 | -0.01% | 0.00 | ||
CASHCAD09 | CAD CURRENCY CASH | -39680 | -$29,305.76 | -0.01% | 0.00 | ||
CASHGBP00 | GBP CURRENCY CASH | -18030 | -$22,777.30 | -0.01% | 0.00 | ||
CASHJPY06 | JPY CURRENCY CASH | -3695000 | -$24,430.56 | -0.01% | 0.00 | ||
IVZ Idx USA Quality TR Swap (Leg B) | -8975202 | -$17,228.74 | -0.01% | N/A | 04/25/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg B) | -8102027 | -$15,485.08 | -0.01% | N/A | 06/26/2024 | ||
IVZ Idx USA Momentum TR Swap (Leg B) | -9031748 | -$17,277.07 | -0.01% | N/A | 06/27/2024 | ||
Aluminum MACQ F0 Swap (Short) (Leg A) | -99000 | -$29,640.60 | -0.01% | N/A | 12/09/2024 | ||
JBM4 | JPN 10Y BOND(OSE) Jun24JBM4 COMB | 58 | -$26,843.86 | -0.01% | N/A | 06/13/2024 | |
MSCI EAFE Quality TR Swap (Leg B) | -8592820 | -$14,862.08 | -0.01% | N/A | 05/29/2024 | ||
MSCI EAFE Mmntm TR Swap (Leg B) | -8957028 | -$15,492.02 | -0.01% | N/A | 05/29/2024 | ||
MSCI EAFE LowVol TR Swap (Leg B) | -8433633 | -$14,530.53 | -0.01% | N/A | 05/29/2024 | ||
MSCI EAFE Quality TR Swap (Leg A) | 1620 | -$28,420.53 | -0.01% | 0.00 | 05/29/2024 | ||
NGZ24 | NATURAL GAS FUTR Dec24NGZ24 COMB | -92 | -$62,560.00 | -0.02% | N/A | 11/26/2024 | |
SIK4 | SILVER FUTURE May24SIK4 COMB | -76 | -$62,320.00 | -0.02% | N/A | 05/29/2024 | |
W N4 | WHEAT FUTURE(CBT) Jul24W N4 COMB | -136 | -$88,400.00 | -0.03% | N/A | 07/12/2024 | |
Kansas Wheat MS F0 Swap (Short) (Leg A) | -29200 | -$105,537.56 | -0.04% | N/A | 02/26/2025 | ||
GCM4 | GOLD 100 OZ FUTR Jun24GCM4 COMB | -39 | -$100,230.00 | -0.04% | N/A | 06/26/2024 | |
Copper CIBC Optim ExtdRoll Idx ER Swap (Short) (Leg A) | -39500 | -$122,272.25 | -0.05% | N/A | 02/07/2025 | ||
C N4 | CORN FUTURE Jul24C N4 COMB | -172 | -$131,150.00 | -0.05% | N/A | 07/12/2024 |
For the Invesco Stable Value Trust and IBEW-NECA Stable Value Trust, the underlying Invesco Group Trust portfolio holdings information is available every 10th business day following month end. Please contact your client representative to obtain this information.
** Not Annualized if less than one year. Since Inception performance is as of the first full month the fund was open.
Total return assumes reinvestment of dividends and capital gains for the periods indicated. Past performance is no guarantee of future results.
The monthly adjusted returns are compounded and then annualized to compute the long-term results. Individual Plan performance may vary depending upon the timing of contributions and withdrawals. Investment return and principal value will fluctuate so that, when redeemed, an investor's shares may be worth more or less than when originally purchased.
As with all investments, there are associated risks. Please obtain and read all information carefully before making investment decisions.
Indices presented for comparison are unmanaged and considered to be representative of the stock or bond markets in general. Investors cannot invest directly in an index.
The Invesco Collective Trust Funds are bank collective trust funds for which Invesco Trust Company serves as trustee and investment manager. The funds are not FDIC-insured or registered with the Securities and Exchange Commission. Fund investors and potential investors are strongly encouraged to review the funds' Declaration of Trust for additional information regarding the operation and investment objectives of the funds.
All material presented is compiled from sources believed to be reliable and current, but accuracy cannot be guaranteed. This is not to be construed as an offer to buy or sell any financial instruments. It is not our intention to state, indicate or imply in any manner that current or past results are indicative of future profitability or expectations. As with all investments there are associated inherent risks. Please obtain and review all financial material carefully before investing.
When evaluating whether a fund is appropriate for your investment goals, fund performance, fees and expenses are only a few of the criteria you should consider. You may also consider the investment objective, strategy and risks.
Invesco Custom Intermediate Index, consisting of the following percentages of the Bloomberg Barclays US bond indices (the "Underlying Benchmark Indices"): 30% Intermediate US Treasury, 25% US MBS, 5% CMBS ERISA eligible AAA, 30% USD Corporate 1-5 Year, and 10% Intermediate Corporate (the "Index"). The Underlying Benchmark Indices, including percentages, may be changed from time to time when the investment manager and sub-adviser believe that such changes will benefit the Fund and its investors, without prior notice to investors. Information about the Index and the Underlying Benchmark Indices is available upon request.